Anic Equity¶

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Total return since start: 0.693 %¶

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Equity now: -----------------------------> 51719.75 Kr¶

Max Equity ever reached: ------------> 51724.0 Kr¶

Portfolio value: --------------------------> 48513.28 Kr¶

PnL: ---------------------------------------> -566.89 Kr¶

DD now: ---------------------------------> -0.008 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 15:30:19.229326'

Anic Portfolio¶

Today¶

Return: 8.821 %¶

This Week¶

Return: 8.821 %¶

Total¶

Return: 69.317 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3396.600000 218.000000 6.860000 3178.600002
HMS Networks 2 0.510000 784.000000 111.000000 16.490000 673.000000
Nordea Bank Abp 29 0.860000 3544.960000 90.960000 2.630000 3453.999992
HEBA B 70 -3.360000 2716.000000 80.000000 3.030000 2636.000010
MedCap 2 -0.430000 465.000000 44.000000 10.450000 421.000000
SAAB B 8 0.020000 3420.800000 43.800000 1.300000 3377.000000
Resurs Holding 22 -0.400000 607.640000 33.640000 5.860000 573.999998
AcadeMedia 12 1.330000 587.040000 30.040000 5.390000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -5.780000 384.800000 29.800000 8.390000 355.000000
Swedbank A 3 0.640000 593.100000 29.100000 5.160000 564.000000
OEM International B 7 0.260000 548.800000 20.800000 3.940000 527.999997
Fasadgruppen Group 38 3.800000 4157.200000 17.400000 0.420000 4139.799990
Intrum 4 -0.840000 543.400000 16.400000 3.110000 527.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
Securitas B 6 -1.450000 579.480000 9.480000 1.660000 570.000000
Fastighetsbolag. Emilshus Pref 21 -1.280000 568.050000 6.050000 1.080000 562.000005
Corem Property Group B 59 -5.240000 581.450000 4.450000 0.770000 576.999999
Karnov Group 9 -0.990000 540.000000 4.000000 0.750000 536.000004
Creaspac SPAC 6 -0.210000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -3.170000 248.880000 2.880000 1.170000 246.000000
Coor Service Management Hold. 8 -1.700000 531.600000 -0.400000 -0.080000 532.000000
Handelsbanken A 5 0.560000 543.250000 -2.750000 -0.500000 546.000000
Midsona B 63 0.670000 571.410000 -11.590000 -1.990000 582.999984
Boozt 12 -1.800000 1640.400000 -13.600000 -0.820000 1653.999996
CTEK 13 -0.510000 507.000000 -27.000000 -5.060000 533.999999
Sampo Oyj SDB 7 1.110000 3822.000000 -28.000000 -0.730000 3850.000000
Essity B 2 1.870000 544.400000 -29.600000 -5.160000 574.000000
International Petroleum Corp. 5 -2.790000 558.000000 -36.570000 -6.150000 594.565215
Vivesto 1368 0.740000 558.140000 -54.860000 -8.950000 612.999432
Essity A 4 1.860000 1094.000000 -55.000000 -4.790000 1149.000000
Beijer Electronics Group 27 4.110000 3007.800000 -75.000000 -2.430000 3082.800006
OX2 22 1.060000 1785.300000 -202.900000 -10.210000 1988.199994
Axfood 15 1.800000 4072.500000 -226.300000 -5.260000 4298.800005
Ovzon 64 -1.500000 3372.800000 -621.600000 -15.560000 3994.400000
TOTAL 48513.280000 -566.890000 -0.00822% 49080.164634

Updated:¶

'2023-01-30 15:30:32.811065'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶